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Stochastic growth models in the Kardar-Parisi-Zhang (KPZ) universality class exhibit remarkable fluctuation phenomena. While a variety of powerful methods have led to a detailed understanding of their typical fluctuations or large…

The rational solutions of the Painlev\'e-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for…

Loop equations of matrix models express the invariance of the models under field redefinitions. We use loop equations to prove that it is possible to define continuum times for the generic hermitian {1-matrix} model such that all…

We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlev\'e equation. The first example deals with Freud weights $|x|^\rho \exp(-|x|^m)$ on the real line,…

We address a two-dimensional nonlinear elliptic problem with a finite-amplitude periodic potential. For a class of separable symmetric potentials, we study the bifurcation of the first band gap in the spectrum of the linear Schr\"{o}dinger…

We study quantum mechanical systems with a discrete spectrum. We show that the asymptotic series associated to certain paths of steepest-descent (Lefschetz thimbles) are Borel resummable to the full result. Using a geometrical approach…

We derive bulk asymptotics of skew-orthogonal polynomials (sop) $\pi^{\bt}_{m}$, $\beta=1$, 4, defined w.r.t. the weight $\exp(-2NV(x))$, $V (x)=gx^4/4+tx^2/2$, $g>0$ and $t<0$. We assume that as $m,N \to\infty$ there exists an $\epsilon >…

We consider Boltzmann random triangulations coupled to the Ising model on their faces, under Dobrushin boundary conditions and at the critical point of the model. The first part of this paper computes explicitly the partition function of…

We provide a general framework for proving asymptotic equidistribution, convexity, and log concavity of coefficients of generating functions on arithmetic progressions. Our central tool is a variant of Wright's Circle Method proved by two…

In a recent study of the quantum theory of harmonic oscillators, Gerard 't Hooft proposed the following problem: given $G(z)=\sum_{n=1}^\infty\sqrt{n}\,z^n$ for $|z|<1$, find its analytic continuation for $|z|\ge1$, excluding a branch-cut…

This paper develops a method to carry out the large-$N$ asymptotic analysis of a class of $N$-dimensional integrals arising in the context of the so-called quantum separation of variables method. We push further ideas developed in the…

We prove three theorems about the asymptotic behavior of solutions $u$ to the homogeneous Dirichlet problem for the Laplace equation at boundary points with tangent cones. First, under very mild hypotheses, we show that the doubling index…

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

We investigate the asymptotic behavior of the least squares estimator of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on inherited and environmental effects, we establish the…

In this paper, we study the full asymptotic expansion of the partition functions of determinantal point processes defined on a polarized K\"ahler manifold. We show that the coefficients of the expansion are given by geometric functionals on…

We study a quartic matrix model with partition function $Z=\int d\ M\exp{\rm Tr}\ (-\Delta M^2-\frac{\lambda}{4}M^4)$. The integral is over the space of Hermitian $(\Lambda+1)\times(\Lambda+1)$ matrices, the matrix $\Delta$, which is not a…

In this work, we investigate a coordinate space structure function ${\cal E}(z^2m^2,\lambda)$ in the 2D $U(N)$ Gross-Neveu model to the next-to-leading order in the large-$N$ expansion. We analytically perform the twist expansion in the…

The $\tau$-function theory of Painlev\'e systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlev\'e equations. The…

We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…

In this paper, we find all possible asymptotic behaviours of the solutions of the second Painlev\'e equation $y''=2y^3+xy +\alpha$ as the parameter $\alpha\to\infty$ in the local region $x\ll\alpha^{2/3}$. We prove that these are asymptotic…